-19.1%
TE vs WWD
+167.9%
-187.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.6% |
| 7D | +15.0% | +0.6% | +14.4% | +14.3% |
| 30D | -7.5% | -5.1% | -2.4% | -3.7% |
| 3M | -42.0% | -11.2% | -30.7% | -36.3% |
| 6M | -31.4% | -12.0% | -19.4% | -25.3% |
| YTD | -26.5% | +12.0% | -38.5% | -34.3% |
| 1Y | +153.1% | +42.8% | +110.3% | +80.9% |
| All | -19.1% | +167.9% | -187.0% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling